Pages that link to "Item:Q1209200"
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The following pages link to On the estimation of the diffusion coefficient for multi-dimensional diffusion processes (Q1209200):
Displayed 39 items.
- Maximum-likelihood estimation for diffusion processes via closed-form density expansions (Q366977) (← links)
- On a family of test statistics for discretely observed diffusion processes (Q391894) (← links)
- Estimation of parameters for discretely observed diffusion processes with a variety of rates for information (Q421429) (← links)
- A contrast estimator for completely or partially observed hypoelliptic diffusion (Q432498) (← links)
- Limit theorems in the Fourier transform method for the estimation of multivariate volatility (Q544506) (← links)
- Test for parameter change in discretely observed diffusion processes (Q625303) (← links)
- Central limit theorems for realized volatility under hitting times of an irregular grid (Q713209) (← links)
- Nonsynchronous covariation process and limit theorems (Q719383) (← links)
- Second-order asymptotic expansion for a non-synchronous covariation estimator (Q720740) (← links)
- LAMN property for hidden processes: the case of integrated diffusions (Q731453) (← links)
- Estimation for the change point of volatility in a stochastic differential equation (Q765890) (← links)
- Parametric inference for discretely observed non-ergodic diffusions (Q850751) (← links)
- Limits for weighted \(p\)-variations and likewise functionals of fractional diffusions with drift (Q869098) (← links)
- Local asymptotic mixed normality of transformed Gaussian models for random fields (Q869103) (← links)
- Consistent estimation of covariation under nonsynchronicity (Q946288) (← links)
- Approximate martingale estimating functions for stochastic differential equations with small noises (Q947158) (← links)
- Monte Carlo maximum likelihood estimation for discretely observed diffusion processes (Q1002156) (← links)
- Estimation for stochastic differential equations with a small diffusion coefficient (Q1009661) (← links)
- Parametric estimation for partially hidden diffusion processes sampled at discrete times (Q1016630) (← links)
- Minimax estimation of the diffusion coefficient through irregular samplings (Q1359760) (← links)
- Approximation of the occupation measure of Lévy processes (Q1780710) (← links)
- Convergence of some random functionals of discretized semimartingales (Q1932225) (← links)
- Minimum density power divergence estimator for diffusion processes (Q1934487) (← links)
- Estimation of the lead-lag parameter from non-synchronous data (Q1952430) (← links)
- A selective overview of nonparametric methods in financial econometrics (Q2381754) (← links)
- Central limit theorem for the realized volatility based on tick time sampling (Q2430257) (← links)
- Parametric inference for discretely observed multidimensional diffusions with small diffusion coefficient (Q2434472) (← links)
- Quantile regression estimation for discretely observed SDE models with compound Poisson jumps (Q2440438) (← links)
- Smoothing and occupation measures of stochastic processes (Q2458949) (← links)
- Efficient estimation of drift parameters in stochastic volatility models (Q2463719) (← links)
- Conditional expansions and their applications. (Q2574589) (← links)
- Discrete sampling of an integrated diffusion process and parameter estimation of the diffusion coefficient (Q2701807) (← links)
- A Mathematical Theory of Financial Bubbles (Q2847835) (← links)
- Quantifying Model Uncertainties in Complex Systems (Q2909986) (← links)
- Parameter Estimation for a Bidimensional Partially Observed Ornstein-Uhlenbeck Process with Biological Application (Q3077792) (← links)
- Parameter estimation in a verhulst stochastic model (Q3598344) (← links)
- Diffusions with measurement errors. I. Local Asymptotic Normality (Q4534851) (← links)
- Diffusions with measurement errors. II. Optimal estimators (Q4534852) (← links)
- Parametric inference for mixed models defined by stochastic differential equations (Q5190282) (← links)